+315.5%
ARM vs MCO
+40.4%
+275.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.8% |
| 7D | +12.5% | -3.1% | +15.7% | +14.4% |
| 30D | -1.4% | -0.5% | -0.8% | -1.5% |
| 3M | -18.7% | +5.7% | -24.4% | -23.4% |
| 6M | +124.6% | +3.0% | +121.6% | +114.6% |
| YTD | +141.7% | -6.5% | +148.2% | +145.5% |
| 1Y | +87.7% | -5.8% | +93.4% | +88.1% |
| All | +315.5% | +40.4% | +275.1% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling